MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:06 PM IST
| MIDCPNIFTY 25NOV2024 12325 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 4.32
Theta: -10.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12179.05 | 37.95 | 1.00 | 17.27 | 1,13,201 | 2,240 | 4,051 | |||
| 19 Nov | 12171.65 | 36.95 | -1127.15 | 16.34 | 70,367 | -27,990 | 1,857 | |||
| 18 Nov | 12091.60 | 1164.1 | 0.00 | 3.29 | 0 | 1,652 | 0 | |||
| 14 Nov | 12100.10 | 1164.1 | 0.00 | 2.27 | 0 | 1,788 | 0 | |||
| 13 Nov | 12071.10 | 1164.1 | 0.00 | 0.30 | 0 | 1,250 | 0 | |||
| 12 Nov | 12333.00 | 1164.1 | 0.00 | - | 0 | 54 | 0 | |||
| 11 Nov | 12495.70 | 1164.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1164.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1164.1 | 0.00 | - | 0 | -1,199 | 0 | |||
| 6 Nov | 12654.95 | 1164.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1164.1 | 0.00 | - | 0 | 2,02,066 | 0 | |||
| 4 Nov | 12299.65 | 1164.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Nov | 12402.15 | 1164.1 | 0.00 | - | 0 | -7 | 0 | |||
| 31 Oct | 12343.15 | 1164.1 | 0.00 | - | 0 | -662 | 0 | |||
| 30 Oct | 12448.25 | 1164.1 | 1164.10 | - | 0 | -733 | 0 | |||
| 29 Oct | 12524.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 12400.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 12321.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 12572.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 12544.15 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12325 expiring on 25NOV2024
Delta for 12325 CE is 0.28
Historical price for 12325 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12179.05. The strike last trading price was 37.95, which was 1.00 higher than the previous day. The implied volatity was 17.27, the open interest changed by 2240 which increased total open position to 4051
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 36.95, which was -1127.15 lower than the previous day. The implied volatity was 16.34, the open interest changed by -27990 which decreased total open position to 1857
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1164.1, which was 0.00 lower than the previous day. The implied volatity was 3.29, the open interest changed by 1652 which increased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 1164.1, which was 0.00 lower than the previous day. The implied volatity was 2.27, the open interest changed by 1788 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1164.1, which was 0.00 lower than the previous day. The implied volatity was 0.30, the open interest changed by 1250 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1164.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1164.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 1164.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 1164.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1199 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1164.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1164.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 202066 which increased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 1164.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 1164.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 1164.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MIDCPNIFTY was trading at 12448.25. The strike last trading price was 1164.1, which was 1164.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MIDCPNIFTY was trading at 12524.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MIDCPNIFTY was trading at 12321.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MIDCPNIFTY was trading at 12572.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct MIDCPNIFTY was trading at 12544.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MIDCPNIFTY 25NOV2024 12325 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 4.68
Theta: -11.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12179.05 | 198.95 | -29.00 | 23.55 | 7,304 | 485 | 847 |
| 19 Nov | 12171.65 | 227.95 | 123.90 | 18.88 | 50,196 | -2,933 | 380 |
| 18 Nov | 12091.60 | 104.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 12100.10 | 104.05 | 0.00 | 0.00 | 0 | -879 | 0 |
| 13 Nov | 12071.10 | 104.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 104.05 | 0.00 | 0.00 | 0 | 0 | 1 |
| 11 Nov | 12495.70 | 104.05 | -105.80 | 19.66 | 1 | -10 | 0 |
| 8 Nov | 12520.60 | 209.85 | 0.00 | 2.51 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 209.85 | 0.00 | 3.01 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 209.85 | 0.00 | 3.34 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 209.85 | 0.00 | 1.09 | 0 | -1 | 0 |
| 4 Nov | 12299.65 | 209.85 | 0.00 | 0.41 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 209.85 | 0.00 | 1.38 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 209.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 209.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 209.85 | 0.00 | - | 0 | -434 | 0 |
| 28 Oct | 12400.20 | 209.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 209.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 12572.15 | 209.85 | 209.85 | - | 0 | 0 | 0 |
| 23 Oct | 12544.15 | 0 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12325 expiring on 25NOV2024
Delta for 12325 PE is -0.66
Historical price for 12325 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12179.05. The strike last trading price was 198.95, which was -29.00 lower than the previous day. The implied volatity was 23.55, the open interest changed by 485 which increased total open position to 847
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 227.95, which was 123.90 higher than the previous day. The implied volatity was 18.88, the open interest changed by -2933 which decreased total open position to 380
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 104.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 104.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -879 which decreased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 104.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 104.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 104.05, which was -105.80 lower than the previous day. The implied volatity was 19.66, the open interest changed by -10 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 209.85, which was 0.00 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 209.85, which was 0.00 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 209.85, which was 0.00 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 209.85, which was 0.00 lower than the previous day. The implied volatity was 1.09, the open interest changed by -1 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 209.85, which was 0.00 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 209.85, which was 0.00 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 209.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MIDCPNIFTY was trading at 12448.25. The strike last trading price was 209.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MIDCPNIFTY was trading at 12524.20. The strike last trading price was 209.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 209.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MIDCPNIFTY was trading at 12321.20. The strike last trading price was 209.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MIDCPNIFTY was trading at 12572.15. The strike last trading price was 209.85, which was 209.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct MIDCPNIFTY was trading at 12544.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
